+174.0%
ASTS vs TEL
+39.9%
+134.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.7% | +6.7% |
| 7D | -21.1% | -2.8% | -18.3% | -18.4% |
| 30D | -46.7% | -4.1% | -42.6% | -44.1% |
| 3M | -52.0% | -3.4% | -48.6% | -50.5% |
| 6M | -54.3% | -3.5% | -50.8% | -53.4% |
| YTD | -55.5% | -8.0% | -47.5% | -54.1% |
| 1Y | -50.5% | -13.7% | -36.8% | -44.1% |
| 3Y | +706.2% | +71.9% | +634.3% | +313.3% |
| All | +174.0% | +39.9% | +134.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling